Tugrul Vehbi : Citation Profile


Are you Tugrul Vehbi?

Bank of England (50% share)
Australian National University (50% share)

5

H index

2

i10 index

81

Citations

RESEARCH PRODUCTION:

8

Articles

12

Papers

1

Chapters

RESEARCH ACTIVITY:

   8 years (2013 - 2021). See details.
   Cites by year: 10
   Journals where Tugrul Vehbi has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 3 (3.57 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve363
   Updated: 2021-06-12    RAS profile: 2021-03-26    
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Relations with other researchers


Works with:

Wong, Benjamin (4)

van Florenstein Mulder, Thomas (2)

Richardson, Adam (2)

Karagedikli, Ozer (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tugrul Vehbi.

Is cited by:

Kamber, Gunes (6)

Theodoridis, Konstantinos (3)

Raghavan, Mala (3)

Ji, Qiang (2)

Nodari, Gabriela (2)

Rees, Daniel (2)

Richardson, Adam (2)

Wong, Benjamin (2)

Bolhuis, Marijn (2)

Murray, Jamie (2)

DEVADASON, EVELYN (2)

Cites to:

McAleer, Michael (11)

Zhang, Zhaoyong (11)

Kamber, Gunes (9)

Dungey, Mardi (8)

Pesaran, M (8)

McLellan, Nathan (6)

pagan, adrian (6)

Buckle, Robert (6)

mumtaz, haroon (6)

Karagedikli, Ozer (5)

Fuentes-Albero, Cristina (4)

Main data


Where Tugrul Vehbi has published?


Journals with more than one article published# docs
Australian Economic Review2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Treasury Working Paper Series / New Zealand Treasury3

Recent works citing Tugrul Vehbi (2021 and 2020)


YearTitle of citing document
2021The Proper Use of Google Trends in Forecasting Models. (2021). Pires, Henrique F ; Medeiros, Marcelo C. In: Papers. RePEc:arx:papers:2104.03065.

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2021Using Payments Data to Nowcast Macroeconomic Variables During the Onset of COVID-19. (2021). Desai, Ajit ; Chapman, James. In: Staff Working Papers. RePEc:bca:bocawp:21-2.

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2021Asymmetric effect of exchange rate volatility on Indias cross?border trade: Evidence from global financial crisis and multiple threshold nonlinear autoregressive distributed lag model. (2021). Shahbaz, Muhammad ; Chang, Bisharat Hussain ; Hashmi, Shabir Mohsin. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:1:p:64-97.

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2020Growth Shocks in the United States and China: Effects on Australias Growth. (2020). Kim, David ; Huh, Hyeonseung ; Fisher, Lance A. In: Economic Papers. RePEc:bla:econpa:v:39:y:2020:i:3:p:185-203.

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2020A News-Based Approach to Monitoring Trade Policy Uncertainty in a Small Open Economy: The Case of New Zealand. (2020). Lees, Kirdan ; Hogan, James ; Dorigo, Enrico ; Ballingall, John. In: Working Papers in Economics. RePEc:cbt:econwp:20/09.

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2020Macroeconomic Uncertainty and the COVID-19 Pandemic: Measure and Impacts on the Canadian Economy. (2020). Stevanovic, Dalibor ; Moran, Kevin ; Kader, Adam Abdel. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-47.

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2020The impact of uncertainty on the macro-financial linkage with international financial exposure. (2020). Punzi, Maria Teresa. In: Journal of Economics and Business. RePEc:eee:jebusi:v:110:y:2020:i:c:s0148619519300918.

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2020Credit intermediation and the transmission of macro-financial uncertainty: International evidence. (2020). Gächter, Martin ; Stockl, Sebastian ; Geiger, Martin ; Gachter, Martin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:108:y:2020:i:c:s0261560620300826.

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2020New Assessment of Economic Integration in East Asia: Application of Industry-Specific G-PPP Model. (2020). Kiyotaka, Sato ; Kentaro, Kawasaki . In: Discussion papers. RePEc:eti:dpaper:20091.

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2020The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/044.

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2020Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/045.

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2021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jaehyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

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2021Nowcasting US GDP Using Tree-Based Ensemble Models and Dynamic Factors. (2021). Yazgan, Ege ; Soybilgen, Bari. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10083-5.

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2020Quantifying uncertainty and identifying its impacts on the Turkish economy. (2020). CEVIK, SAYGIN ; Cosar, Evren Erdogan ; Sahinoz, Saygin. In: Empirica. RePEc:kap:empiri:v:47:y:2020:i:2:d:10.1007_s10663-018-9424-8.

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2020Using job transitions data as a labour market indicator. (2020). van Florenstein, Thomas ; Richardson, Adam ; Ball, Christopher. In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2020/02.

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2020Market implied GDP. (2020). Pohlman, Lawrence ; Ntantanis, Harris. In: Journal of Asset Management. RePEc:pal:assmgt:v:21:y:2020:i:7:d:10.1057_s41260-020-00176-z.

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2020The impact of trade policy uncertainty shocks on the Euro Area. (2020). Lenarčič, Črt ; Lenari, RT ; Arigoni, Filippo. In: MPRA Paper. RePEc:pra:mprapa:100832.

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2020Nowcasting Indonesia’s GDP Growth Using Machine Learning Algorithms. (2020). Soleh, Agus M ; Andriansyah, Andriansyah ; Muchisha, Nadya Dwi ; Tamara, Novian. In: MPRA Paper. RePEc:pra:mprapa:105235.

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2020Analyzing and Forecasting Thai Macroeconomic Data using Mixed-Frequency Approach. (2020). Wichitaksorn, Nuttanan. In: PIER Discussion Papers. RePEc:pui:dpaper:146.

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2021Nowcasting South African GDP using a suite of statistical models. (2021). Steenkamp, Daan ; Botha, Byron ; van Jaarsveld, Rossouw ; Olds, Tim ; Reid, Geordie . In: Working Papers. RePEc:rbz:wpaper:11001.

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2020Effects of Global Economic, Political and Geopolitical Uncertainties on the Turkish Economy: A SVAR Analysis. (2020). Datan, Muhammet ; Yalinkaya, Omer . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:1:p:97-116.

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2020.

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2020Machine Learning and Nowcasts of Swedish GDP. (2020). Jonsson, Kristian. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:16:y:2020:i:2:d:10.1007_s41549-020-00049-9.

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2020Economic policy uncertainty spillover effects on sectoral equity returns of New Zealand. (2020). Balli, Faruk ; Gregory-Allen, Russell ; Hasan, Mudassar. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-020-09508-6.

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2020A Narrative Approach to Creating Instruments with Unstructured and Voluminous Text: An Application to Policy Uncertainty. (2020). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/10.

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2020An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2021). Ryan, Michael. In: Working Papers in Economics. RePEc:wai:econwp:20/11.

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2020THE IMPACTS OF BIASED RESOURCE ALLOCATION ON THE EFFECTIVENESS OF OFFICIAL DEVELOPMENT ASSISTANCE. (2020). Tsang, Chun-Kei ; Li, Sung-Ko. In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:01:n:s0217590818500285.

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2020ASYMMETRIC EFFECTS OF EXCHANGE RATE VOLATILITY ON BILATERAL TRADE BETWEEN TAIWAN AND INDONESIA. (2020). Cheng, Chih-Yang ; Setyowati, Nur ; Chien, Mei-Se . In: The Singapore Economic Review (SER). RePEc:wsi:serxxx:v:65:y:2020:i:04:n:s021759082050006x.

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2020Big Data and Happiness. (2020). Greyling, Talita ; Rossouw, Stephanie. In: GLO Discussion Paper Series. RePEc:zbw:glodps:634.

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Works by Tugrul Vehbi:


YearTitleTypeCited
2019Nowcasting New Zealand GDP using machine learning algorithms In: IFC Bulletins chapters.
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chapter14
2021Nowcasting GDP using machine-learning algorithms: A real-time assessment.(2021) In: International Journal of Forecasting.
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This paper has another version. Agregated cites: 14
article
2018Nowcasting New Zealand GDP using machine learning algorithms.(2018) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 14
paper
2018Measuring Uncertainty and Its Impact on a Small Open Economy In: Australian Economic Review.
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article4
2019Measuring Uncertainty for New Zealand Using Data‐Rich Approach In: Australian Economic Review.
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article2
2014The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints In: The Economic Record.
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article8
2013The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints.(2013) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
2013The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints.(2013) In: Treasury Working Paper Series.
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This paper has another version. Agregated cites: 8
paper
2015The influences of international output shocks from the US and China on ASEAN economies In: Journal of Asian Economics.
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article5
2015Growth in China and the US: Effects on a small commodity exporter economy In: Economic Modelling.
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article8
2016What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy In: Economic Modelling.
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article5
2013What happens when the Kiwi flies? The sectoral effects of the exchange rate shocks In: CAMA Working Papers.
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paper8
2013What happens when the Kiwi flies? Sectoral effects of the exchange rate shocks.(2013) In: Reserve Bank of New Zealand Discussion Paper Series.
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This paper has another version. Agregated cites: 8
paper
2016International spill-overs of uncertainty shocks: Evidence from a FAVAR In: CAMA Working Papers.
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paper13
2016The macroeconomic impact of the age composition of migration In: Reserve Bank of New Zealand Analytical Notes series.
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paper5
2018Measuring uncertainty and its impact on the New Zealand economy In: Reserve Bank of New Zealand Analytical Notes series.
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paper4
2019Forecasting with a Global VAR model In: Reserve Bank of New Zealand Analytical Notes series.
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paper0
2019Opening the toolbox: how does the Reserve Bank analyse the world? In: Reserve Bank of New Zealand Bulletin.
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article0
2013Empirical Evidence on Growth Spillovers from China to New Zealand In: Treasury Working Paper Series.
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paper4
2014Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences In: Treasury Working Paper Series.
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paper0
2014VAR modelling in the presence of China’s rise : an application to the Taiwanese economy In: Working Papers.
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paper1

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